How to merge two or more groups to one using Python API?
After trying some more elegant methods and failing, this is a brute force solution to what you're trying to achieve. It essentially appends all the objects from the provided list of files (without their groups), and then adds all the objects into one group called 'merged'. It's can probably be solved more elegantly with groups, but since this worked for your example, I stopped trying to find other workarounds.

import bpy
from os.path import join

for g in bpy.data.groups:
    g.user_clear()
    bpy.data.groups.remove( g )

baseDir = "path/to/blendfiles"

allObjects = []

files = ['f1.blend', 'f2.blend']
for f in files:
    fPath = join( baseDir, f )

    objects = []
    with bpy.data.libraries.load( fPath ) as (data_from, data_to):
        for name in data_from.objects:
            objects.append({'name': name})

    bpy.ops.wm.append( directory = fPath + "/Object/", files = objects )

mergedGroup = bpy.data.groups.new('merged')
for o in bpy.data.objects:
    mergedGroup.objects.link( o )